Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.558 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47587.28 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46192.32 Kr¶

PnL: ---------------------------------------> -696.25 Kr¶

DD now: ---------------------------------> -2.144 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-24 14:45:38.916510'

Anic Portfolio¶

Today¶

Return: -0.826 %¶

This Week¶

Return: -0.68 %¶

Total¶

Return: 55.789 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -1.360000 2800.000000 164.000000 6.220000 2636.000010
Beijer Electronics Group 26 -3.080000 3109.600000 138.600000 4.670000 2971.000006
AcadeMedia 12 0.100000 603.000000 46.000000 8.260000 557.000004
Corem Property Group B 59 -1.860000 621.270000 44.270000 7.670000 576.999999
MedCap 2 -1.290000 459.000000 38.000000 9.030000 421.000000
HMS Networks 2 -1.340000 707.600000 34.600000 5.140000 673.000000
Resurs Holding 22 0.660000 607.640000 33.640000 5.860000 573.999998
Samhällsbyggnadsbo. i Norden B 20 -2.320000 387.800000 32.800000 9.240000 355.000000
FM Mattsson Mora Group B 50 -0.170000 2955.000000 28.000000 0.960000 2927.000000
Boozt 12 -0.640000 1677.600000 23.600000 1.430000 1653.999996
Norva24 Group 16 -0.340000 562.880000 19.880000 3.660000 543.000000
SAAB B 8 -0.190000 3396.800000 19.800000 0.590000 3377.000000
Intrum 4 -0.370000 544.400000 17.400000 3.300000 527.000000
Swedbank A 3 2.030000 580.050000 16.050000 2.850000 564.000000
Fastighetsbolag. Emilshus Pref 21 0.180000 577.500000 15.500000 2.760000 562.000005
Eastnine 4 -0.630000 505.600000 14.600000 2.970000 491.000000
Securitas B 6 0.680000 583.920000 13.920000 2.440000 570.000000
OEM International B 7 -0.900000 539.700000 11.700000 2.220000 527.999997
Coor Service Management Hold. 8 -0.800000 542.400000 10.400000 1.950000 532.000000
Karnov Group 9 -0.170000 540.900000 4.900000 0.910000 536.000004
Samhällsbyggnadsbo. i Norden D 12 -0.100000 248.640000 2.640000 1.070000 246.000000
Handelsbanken A 5 0.090000 546.500000 0.500000 0.090000 546.000000
Nordea Bank Abp 29 0.220000 3451.580000 -2.420000 -0.070000 3453.999992
Creaspac SPAC 6 -0.620000 573.000000 -4.000000 -0.690000 577.000002
CTEK 13 -2.860000 521.300000 -12.700000 -2.380000 533.999999
Midsona B 63 0.110000 570.150000 -12.850000 -2.200000 582.999984
Essity B 2 -1.670000 553.800000 -20.200000 -3.520000 574.000000
International Petroleum Corp. 5 -2.520000 560.500000 -34.070000 -5.730000 594.565215
Essity A 4 -1.940000 1110.000000 -39.000000 -3.390000 1149.000000
Sampo Oyj SDB 7 -1.180000 3797.500000 -52.500000 -1.360000 3850.000000
Vivesto 1368 1.290000 558.690000 -54.310000 -8.860000 612.999432
Axfood 13 -1.560000 3603.600000 -152.400000 -4.060000 3756.000001
OX2 18 -1.630000 1416.600000 -247.400000 -14.870000 1663.999992
Fasadgruppen Group 35 1.500000 3549.000000 -262.000000 -6.870000 3810.999990
Ovzon 52 -2.860000 2828.800000 -533.200000 -15.860000 3361.999992
TOTAL 46192.320000 -696.250000 -2.14397% 46888.564618

Updated:¶

'2023-01-24 14:45:51.334513'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶